相关论文: Extreme value statistics of edge currents in Marko…

In recent advances in finite-time thermodynamics, optimization of entropy production required for finite-time information processing is an important issue. In this work, we consider finite-time feedback processes in classical discrete…

For continuous-time Markov jump processes on irreducible networks with time-independent rate constants, we employ a transition-based formalism to express the long-time precision of a single integrated current over an observable channel in…

Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…

In nonequilibrium systems with uncoupled currents, the thermodynamic affinity determines the direction of currents, quantifies dissipation, and constrains current fluctuations. However, these properties of the thermodynamic affinity do not…

We investigate the problem of minimizing the entropy production for a physical process that can be described in terms of a Markov jump dynamics. We show that, without any further constraints, a given time-evolution may be realized at…

We derive universal bounds for the finite-time survival probability of the stochastic work extracted in steady-state heat engines and the stochastic heat dissipated to the environment. We also find estimates for the time-dependent…

For Markov jump processes on irreducible networks with finite number of sites, we derive a general and explicit expression of the squared coefficient of variation for the net number of transitions from one site to a connected site in a…

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is…

We propose new nonparametric estimators of the integrated volatility of an It\^{o} semimartingale observed at discrete times on a fixed time interval with mesh of the observation grid shrinking to zero. The proposed estimators achieve the…

We study the joint laws of a continuous, uniformly integrable martingale, its maximum, and its minimum. In particular, we give explicit martingale inequalities which provide upper and lower bounds on the joint exit probabilities of a…

We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…

Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy…

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of the splitting…

A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on…

The estimation of absorption time distributions of Markov jump processes is an important task in various branches of statistics and applied probability. While the time-homogeneous case is classic, the time-inhomogeneous case has recently…